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Original Articles

Evaluation of the forecasting performance of the real private sector output variable of the reserve bank of New Zealand core model

Pages 31-39 | Published online: 10 Nov 2009

References

  • Ashley , R. A. and Granger , C. W. J. 1979 . “Time Series Analysis of Residuals from the St. Louis Model” . Journal of Macroeconomics , 1 : 373 – 394 .
  • Engle , R. F. 1982 . “A General Approach to Lagrange Multiplier Model Diagnostics” . Journal of Econometrics , 20 : 83 – 104 .
  • Granger , C. W. J. 1979 . “On the Synthesis of Time‐Series and Econometric Models” , San Diego : Department of Economics, University of California . Discussion Paper
  • Granger , C. W. J. and Newbold , P. 1977 . Forecasting Economic Time Series , New York : Academic Press .
  • Grimes , A. , Spencer , G. H. , Duggan , K. G. and Dick , R. R. 1983 . “A Revised Reserve Bank Core Model with SNA Data” , Reserve Bank of New Zealand Research Paper No. 37.
  • Hannan , E. J. 1970 . Multiple Time Series , New York : Wiley .
  • Pagan , A. R. and Hall , A. D. 1983 . “Diagnostic Tests as Residual Analysis” . Econometric Reviews , 2 : 159 – 218 .
  • University of Auckland

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